Diagram
| Super-types: | OptionBase < VarianceOptionTransactionSupplement (by extension) |
|---|---|
| Sub-types: | None |
| Name | VarianceOptionTransactionSupplement |
|---|---|
| Used by (from the same schema document) | Element varianceOptionTransactionSupplement |
| Abstract | no |
'A classification of the type of product. FpML defines a simple product categorization using a coding scheme.'
'A product reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.'
'A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.'
'A reference to the party that sells (\"writes\") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.'
'The type of option transaction. From a usage standpoint, put/call is the default option type, while payer/receiver indicator is used for options index credit default swaps, consistently with the industry practice. Straddle is used for the case of straddle strategy, that combine a call and a put with the same strike.'
'The number of options comprised in the variance option transaction.'
'The variance option premium payable by the buyer to the seller.'
'The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.'
'For a share option transaction, a flag used to indicate whether the transaction is to be treated as an \'exchange look-alike\'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the transaction. For an \'exchange look-alike\' transaction the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).'
'Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.'
'The number of shares per option comprised in the option transaction supplement.'
'Specifies the contract multiplier that can be associated with an index option.'
'The variance swap details.'